-45.6%
NOW vs IRE
-98.0%
+52.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -33.9% | +28.0% | -6.1% |
| 7D | -6.7% | -57.1% | +50.5% | -7.2% |
| 30D | -25.8% | -84.4% | +58.6% | -27.5% |
| 3M | -12.7% | -85.0% | +72.3% | -14.4% |
| 6M | +11.2% | -95.2% | +106.5% | +9.3% |
| YTD | -33.2% | -93.9% | +60.8% | -35.0% |
| 1Y | -41.8% | -98.8% | +57.0% | -42.9% |
| All | -45.6% | -98.0% | +52.4% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling